+3,958.3%
COST vs XLB
+813.8%
+3,144.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -3.2% | -0.2% | -2.9% | -3.1% |
| 30D | -4.0% | -1.7% | -2.2% | -3.2% |
| 3M | -6.5% | +4.4% | -10.8% | -8.6% |
| 6M | -8.5% | +5.0% | -13.6% | -11.2% |
| YTD | +6.0% | +15.5% | -9.5% | -1.8% |
| 1Y | -5.8% | +14.9% | -20.7% | -12.7% |
| 3Y | +71.8% | +34.5% | +37.3% | +46.1% |
| 5Y | +106.2% | +36.5% | +69.7% | +73.3% |
| 10Y | +602.0% | +159.6% | +442.4% | +317.4% |
| All | +3,958.3% | +813.8% | +3,144.5% | +1,018.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling